Sure...

If I hold the call option in October and BTC is $3000, then I am almost certain that in December I will be exercising the option (i.e. buying a BTC for $1000).  Therefore, my exposure to the price of BTC (or "delta") is very nearly 1.  So to "delta hedge" myself I can sell 1 BTC in the market at $3000.  Meaning my total position is +1 delta from call option -1 delta from BTC sale = 0 delta net.

If subsequently the price of BTC drops to $800, say in November, it then appears unlikely I would exercise my option, so the delta of the option drops towards 0.0.  My position is now 0 delta on the option, -1 from my previous sale = -1 net delta.  So to "delta hedge" my new position I should buy 1 BTC in the market, which I can do at $800.

So just by hedging the option as the market moves, I've been able to sell 1 BTC at $3000 and buy 1 BTC at $800, making $2200 profit.  I'm sure you can imagine that the more volatile the market is, the more opportunities I have to buy low, sell high.  Therefore the buyer and seller express their views of future volatility when agreeing the premium on the option.  If I can make more money delta hedging the option that it costs me in premium then it's a good trade.  Everything is the exact opposite for the seller of the option (i.e. if he delta hedges the option he will be forced to sell low and buy high, but is compensated by the premium for doing so).

Hope that makes some sense!!